+134.5%
AFL vs GAP
+3.0%
+131.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -3.3% | -6.3% | +3.0% | -2.8% |
| 30D | -5.0% | -0.2% | -4.7% | -5.0% |
| 3M | -1.8% | 0.0% | -1.8% | -2.0% |
| 6M | +4.8% | -8.1% | +13.0% | +5.0% |
| YTD | +5.4% | -16.5% | +21.9% | +6.2% |
| 1Y | +9.0% | -10.5% | +19.4% | +8.9% |
| 3Y | +63.0% | +104.0% | -40.9% | +42.8% |
| 5Y | +134.5% | +6.8% | +127.7% | +108.7% |
| All | +134.5% | +3.0% | +131.5% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling